gcov: cannot open graph file

I am trying to use gcov. I have this simple file a.c:

int main() {
   return 0;
}

So I do

gcc -fprofile-arcs -ftest-coverage a.c -o a
./a
gcov a.c

and I get

a.gcno:cannot open graph file

Am I doing something wrong? I'm under Mac OS X Lion.